How can I make a simple volumetric light on Cycles?
That kind of effect is easier to do in the compositor using a Glare node. Is not as computationally intensive as dealing with volumetrics.





If you absolutely want to do it with volumetrics you can try this:

Around a sphere that works as the emitter, place an object that will give you the shape of the rays.



Give it an opaque material and make it invisible to the camera.





Add scattering and absorption to your world's volume settings.





Keep in mind that when dealing with volume scattering and volume absorption your lights might need to be much, much brighter, and you'll be dealing with increased noise and possibly more fireflies. So you'll need a lot more samples and maybe and play with the settings for clamp indirect.